Deere Company Stock Alpha and Beta Analysis
| DE Stock | USD 465.90 0.10 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Deere Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Deere over a specified time horizon. Remember, high Deere's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Deere's market risk premium analysis include:
Beta 0.83 | Alpha 0.22 | Risk 1.63 | Sharpe Ratio 0.2 | Expected Return 0.32 |
Deere Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Deere |
Deere Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Deere market risk premium is the additional return an investor will receive from holding Deere long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Deere. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Deere's performance over market.| α | 0.22 | β | 0.83 |
Deere expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Deere's Buy-and-hold return. Our buy-and-hold chart shows how Deere performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Deere Market Price Analysis
Market price analysis indicators help investors to evaluate how Deere stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Deere shares will generate the highest return on investment. By understating and applying Deere stock market price indicators, traders can identify Deere position entry and exit signals to maximize returns.
Deere Return and Market Media
The median price of Deere for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 405.48 with a coefficient of variation of 4.69. The daily time series for the period is distributed with a sample standard deviation of 19.06, arithmetic mean of 406.18, and mean deviation of 11.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Should You Invest in the VanEck Agribusiness ETF | 11/04/2024 |
| Deere dividend paid on 8th of November 2024 | 11/08/2024 |
2 | Deere Company Shares Sold by Lindbrook Capital LLC | 11/11/2024 |
3 | Deere Results to Reflect Farm Woes With Trump Seen as Wild Card | 11/20/2024 |
4 | Wall Street Poised for Gains as Nvidia Posts Strong Earnings Amid Global Market Moves | 11/21/2024 |
5 | Deeres 9 percent Stock Surge Stirs Debate Over Whether the Worst Is Over for the Agricultural Giant | 11/22/2024 |
6 | Deere Company Shares Acquired by Douglass Winthrop Advisors LLC | 11/25/2024 |
7 | Walmart, Worlds Biggest Retailer, Will Curb Diversity Efforts | 11/26/2024 |
About Deere Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Deere or other stocks. Alpha measures the amount that position in Deere Company has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2010 | 2020 | 2023 | 2024 (projected) | Dividend Yield | 0.0132 | 0.0133 | 0.009303 | 0.008838 | Price To Sales Ratio | 2.09 | 1.76 | 2.6 | 2.73 |
Deere Upcoming Company Events
As portrayed in its financial statements, the presentation of Deere's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Deere's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Deere's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Deere. Please utilize our Beneish M Score to check the likelihood of Deere's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 17th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 27th of November 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
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Check out Deere Backtesting, Deere Valuation, Deere Correlation, Deere Hype Analysis, Deere Volatility, Deere History and analyze Deere Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Deere technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.